V-Lab
Trus Y 7 REIT Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2019:22.64% (-1.49%)
Analysis last updated: Monday, March 1, 2021 at 05:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1816 | 8.85 | |
| 0.2783 | 4.23 | |
| 0.7991 | 53.79 | |
| -0.1549 | -1.78 |
Estimation Period:
Oct 3, 2011 to Apr 12, 2019
Oct 3, 2011 to Apr 12, 2019
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